Article ID: | iaor19961384 |
Country: | Netherlands |
Volume: | 66 |
Issue: | 2 |
Start Page Number: | 145 |
End Page Number: | 159 |
Publication Date: | Sep 1994 |
Journal: | Mathematical Programming (Series A) |
Authors: | Tunel Levent |
Keywords: | duality |
The paper starts with a study of the primal-dual affine-scaling algorithms for linear programs. Using ideas from Kojima et al, Mizuno and Nagasawa, and new potential functions it establishes a framework for primal-dual algorithms that keep a potential function value fixed. The paper shows that if the potential function used in the algorithm is comparable with a corresponding neighborhood of the central path then the convergence proofs simplify greatly. The algorithms have the property that all the iterates can be kept in a neighborhood of the central path without using any centering in the search directions.